+101.0%
CB vs FLUT
-50.4%
+151.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.8% |
| 7D | +0.5% | -1.6% | +2.1% | +0.6% |
| 30D | -3.1% | +7.7% | -10.9% | -3.6% |
| 3M | +9.0% | -0.7% | +9.7% | +8.8% |
| 6M | +2.9% | -11.2% | +14.0% | +3.3% |
| YTD | +10.1% | -53.4% | +63.6% | +15.3% |
| 1Y | +22.8% | -65.8% | +88.6% | +31.1% |
| 3Y | +73.8% | -44.9% | +118.7% | +77.1% |
| All | +101.0% | -50.4% | +151.4% | +89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FLUT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling